Walsingham bonds have a $1,000 par value, have 2 years remaining until maturity, a 12 percent coupon rate (paid semi-annually), and a yield to maturity of 10 percent. a. Compute the current price of Walsingham bonds. b. What is the duration of these bonds? c. Use the duration measure to predict the price change in the bond value due to 100 bp decrease in yields. d. What would be the actual price change due to 100 bp decrease in yields? e. What explains the difference between your answer to (c) and (d)? f. How is duration related to bond maturity, YTM, and coupon rate?